+253.8%
PH vs ELF
+239.6%
+14.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | -10.8% | +5.9% | -16.7% | -11.5% |
| 3M | +8.5% | +99.5% | -91.1% | -0.5% |
| 6M | +3.9% | +26.5% | -22.6% | +0.2% |
| YTD | +9.4% | +37.2% | -27.8% | +4.0% |
| 1Y | +26.8% | -24.4% | +51.2% | +28.0% |
| 3Y | +140.8% | -23.3% | +164.1% | +120.7% |
| 5Y | +253.8% | +245.2% | +8.6% | +83.6% |
| All | +253.8% | +239.6% | +14.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling